Accounting
"Managing Earnings with Intercorporate Investments," with
Øyvind Bøhren, Journal of Business Finance and
Accounting,
33(5-6):671-695, 2006.
"Compliance with Flexible Accounting Standards," with
Øyvind Bøhren and Dag Michalsen, The International Journal of
Accounting,
39(1):1-19, 2004.
Asset
pricing
"Explicit Characterizations of Financial Prices with
History-dependent Utility," Journal of Mathematical
Economics,
36(4):337-356, December 2001.
"Endogenous Regime Changes in the Term Structure of Real
Interest Rates," with Jacob S. Sagi. September 2004 version.
"Financial Prices with Local Substitution and Distant
Complementarity," December 2002 version.
"Financial Prices with Continuous-time Additive
Nonseparable von Neumann-Morgenstern Utility," January
1999.
Derivatives
"Back to Basics: a new approach to the discrete dividend
problem," with Espen G. Haug and Alan Lewis,
Wilmott,
September 2003.
"Asian Pyramid Power," with Espen G. Haug and William
Margrabe, Wilmott,
March 2003.
"Knock-in/out Margrabe," with Espen G. Haug,
Wilmott,
December 2002.
"Resetting Strikes, Barriers, and Time," with Espen
G. Haug, Wilmott,
July 2001.
In
Norwegian
"Risikopremiemysteriet,"
Praktisk
Økonomi & Finans,
(3), 1999.